+212.5%
BMNR vs GD
+30.7%
+181.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.1% |
| 7D | +5.0% | -3.1% | +8.1% | +8.7% |
| 30D | +33.8% | -10.9% | +44.7% | +50.0% |
| 3M | +49.4% | +2.5% | +47.0% | +42.1% |
| 6M | +17.0% | -1.7% | +18.6% | +22.1% |
| YTD | -10.8% | +6.1% | -17.0% | -18.8% |
| 1Y | -45.7% | +11.7% | -57.4% | -49.0% |
| All | +212.5% | +30.7% | +181.8% | +255.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling